Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Validation croisée× | Simulation de Monte-Carlo× | Test par permutation (ou randomisation)× | |
|---|---|---|---|
| Domaine≠ | Prise de décision | Prise de décision | Statistique |
| Famille≠ | MCDM | MCDM | Regression model |
| Année d'origine≠ | 1974 | 1949 | 2005 |
| Auteur d'origine≠ | Stone, M. | Metropolis, N., Ulam, S. | Good (2005); Edgington & Onghena (2007); resampling tradition |
| Type≠ | Robustness wrapper — k-fold cross-validation for MCDM stability | Robustness wrapper — Monte Carlo uncertainty propagation | Nonparametric resampling test |
| Source fondatrice≠ | Stone, M. (1974). Cross-validatory choice and assessment of statistical predictions. Journal of the Royal Statistical Society Series B DOI ↗ | Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association DOI ↗ | Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792 |
| Alias≠ | — | — | randomization test, exact permutation test, re-randomization test, Permütasyon Testi |
| Apparentées≠ | 0 | 0 | 5 |
| Résumé≠ | CROSS-VALIDATION (Cross-Validation — k-fold hold-out validation of MCDM decision consistency) is a ranking multi-criteria decision-making (MCDM) method introduced by Stone, M. in 1974. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result. | MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result. | The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value. |
| ScholarGateJeu de données ↗ |
|
|
|